Autocorrelation Function (ACF)

Computes ACF for a given series and plots correlogram.

Version 1.0.0.0 (2.01 KB)
19.9K Downloads
(33)
25 Feb 2011

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Computes ACF for a given series. Returns a vector of autocorrelations through lag p. Also produces bar graph of autocorrelations, with rejection region bands for testing (under white noise assumption) each autocorrelation = 0.

Example: >> myacf = acf(y,12)

Does not require any toolboxes.

Cite As

Calvin Price (2026). Autocorrelation Function (ACF) (https://uk.mathworks.com/matlabcentral/fileexchange/30540-autocorrelation-function-acf), MATLAB Central File Exchange. Retrieved .

Acknowledgements

Inspired: Estimate AutoCorrelation Function (ACF)

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General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
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Version Published Release Notes
1.0.0.0